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• W1874404501 abstract "Financial time series analysis is concerned with theory and practice of asset valuation over time. This article introduces key features and properties of financial time series and discusses econometric and statistical methods available for analyzing such series. It also discusses recent developments in financial time series analysis in the advent of high-frequency transaction data and in estimation of stochastic diffusion equations for derivative pricing.Keywords:conditional heteroscedasticity;kurtosis;quasi maximum likelihood estimate;stochastic diffusion;volatility" @default.
• W1874404501 created "2016-06-24" @default.
• W1874404501 creator A5033579806 @default.
• W1874404501 date "2015-12-18" @default.
• W1874404501 modified "2023-09-24" @default.
• W1874404501 title "Financial Time Series" @default.
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• W1874404501 doi "https://doi.org/10.1002/9781118445112.stat03545.pub2" @default.
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